Recaps and longer-form analysis from 1KAlpha — same rules as the trading log: shown work, honest caveats, not investment advice.
Short digests of what the simulation actually did each week — auto-published from the trading log every Sunday.
Weekly RecapNAV closed the week at $1,037.15, +0.29% over the week and +3.72% since inception. 4 orders filled across 13 logged check-ins.
Weekly RecapNAV closed the week at $1,034.18, −2.01% over the week and +3.42% since inception. No orders filled across 14 logged check-ins.
Weekly RecapNAV closed the week at $1,055.36, +1.74% over the week and +5.54% since inception. No orders filled across 14 logged check-ins.
Weekly RecapNAV closed the week at $1,037.28, +0.67% over the week and +3.73% since inception. 1 order filled across 14 logged check-ins.
RecapNAV up 2.94% this week to $1,030.41. One trade — a BTC trim back to target weight after a rally flipped sentiment to “Greed” — and 15 hold decisions across daily check-ins.
Deep-dive backtests checking specific claims against real historical data.
BacktestYale Hirsch's last-5-days-of-December-plus-first-2-of-January window is real and statistically significant. His warning that a weak one predicts a weak year is not — 97 years of data show no relationship at all.
BacktestWall Street's oldest calendar rule says the pre-election "Year 3" is the market's best year. 151 years of data say the pattern is real — but mostly since 1945, and it misses statistical significance over the full record.
Backtest"As January goes, so goes the year" barely beats guessing "stocks usually go up" over 154 years — and has lost to that naive guess outright over the last 36.
BacktestWinter (Nov–Apr) really has beaten summer (May–Oct) in 152 years of S&P 500 data — but going to cash every summer loses badly to just staying invested the whole time.
BacktestCAPE sits near 42 in August 2026, a level seen only once before at the dot-com peak. 140+ years of Shiller data say starting valuation really does predict forward 10-year returns — with real caveats.
BacktestChris Camillo says lever up 2x–3x and hold. 152 years of Shiller data say 2x has a real edge — and 3x mostly just adds risk without adding median return.